arXiv subjects

Steven P. Lalley

Publications and source records attributed to Steven P. Lalley.

23 records · Page 2Linked to original sources

arXiv2007

Spatial Epidemics: Critical Behavior in One Dimension

In the simple mean-field SIS and SIR epidemic models, infection is transmitted from infectious to susceptible members of a finite population by independent p-coin tosses. Spatial variants of these models are proposed, in which finite populations of size N are situated at the sites of a lattice and infectious contacts are limited to individuals at neighboring sites. Scaling laws for these models are given when the infection parameter p is such that the epidemics are critical. It is shown that in all cases there is a critical threshold for the numbers initially infected: below the threshold, the epidemic evolves in essentially the same manner as its branching envelope, but at the threshold evolves like a branching process with a size-dependent drift. The corresponding scaling limits are super-Brownian motions and Dawson-Watanabe processes with killing, respectively.

math.PR↗

arXiv2006

Consistency of Bayes estimators of a binary regression function

When do nonparametric Bayesian procedures ``overfit''? To shed light on this question, we consider a binary regression problem in detail and establish frequentist consistency for a certain class of Bayes procedures based on hierarchical priors, called uniform mixture priors. These are defined as follows: let $ν$ be any probability distribution on the nonnegative integers. To sample a function $f$ from the prior $π^ν$, first sample $m$ from $ν$ and then sample $f$ uniformly from the set of step functions from $[0,1]$ into $[0,1]$ that have exactly $m$ jumps (i.e., sample all $m$ jump locations and $m+1$ function values independently and uniformly). The main result states that if a data-stream is generated according to any fixed, measurable binary-regression function $f_0\not\equiv1/2$, then frequentist consistency obtains: that is, for any $ν$ with infinite support, the posterior of $π^ν$ concentrates on any $L^1$ neighborhood of $f_0$. Solution of an associated large-deviations problem is central to the consistency proof.

math.ST↗

arXiv2006

Denoising Deterministic Time Series

This paper is concerned with the problem of recovering a finite, deterministic time series from observations that are corrupted by additive, independent noise. A distinctive feature of this problem is that the available data exhibit long-range dependence and, as a consequence, existing statistical theory and methods are not readily applicable. This paper gives an analysis of the denoising problem that extends recent work of Lalley, but begins from first principles. Both positive and negative results are established. The positive results show that denoising is possible under somewhat restrictive conditions on the additive noise. The negative results show that, under more general conditions on the noise, no procedure can recover the underlying deterministic series.

nlin.CD↗

arXiv2006

Ergodicity and Mixing Properties of the Northeast Model

The Northeast Model is a spin system on the two-dimensional integer lattice that evolves according to the following rule: Whenever a site's southerly and westerly nearest neighbors have spin $1$, it may reset its own spin by tossing a $p$-coin; at all other times, its spin remains frozen. It is proved that the northeast model has a phase transition at $p_{c}=1-β_{c}$, where $β_{c}$ is the critical parameter for oriented percolation. For $p 2/3$ it is shown that there is exponential decay of correlations.

math.PR↗

arXiv2005

A two-species competition model on Z^d

We consider a two-type stochastic competition model on the integer lattice Z^d. The model describes the space evolution of two ``species'' competing for territory along their boundaries. Each site of the space may contain only one representative (also referred to as a particle) of either type. The spread mechanism for both species is the same: each particle produces offspring independently of other particles and can place them only at the neighboring sites that are either unoccupied, or occupied by particles of the opposite type. In the second case, the old particle is killed by the newborn. The rate of birth for each particle is equal to the number of neighboring sites available for expansion. The main problem we address concerns the possibility of the long-term coexistence of the two species. We have shown that if we start the process with finitely many representatives of each type, then, under the assumption that the limit set in the corresponding first passage percolation model is uniformly curved, there is positive probability of coexistence.

math.PR↗